Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47341.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45946.3 Kr¶

PnL: ---------------------------------------> -942.27 Kr¶

DD now: ---------------------------------> -2.65 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:39:29.706217'

Anic Portfolio¶

Today¶

Return: -0.196 %¶

This Week¶

Return: -1.193 %¶

Total¶

Return: 54.983 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.380000 798.000000 125.000000 18.570000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.890000 3438.400000 61.400000 1.820000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.310000 393.200000 38.200000 10.760000 355.000000
Intrum 4 6.260000 563.400000 36.400000 6.910000 527.000000
Corem Property Group B 59 -1.910000 605.340000 28.340000 4.910000 576.999999
AcadeMedia 12 -0.490000 582.720000 25.720000 4.620000 557.000004
Resurs Holding 22 -0.620000 598.180000 24.180000 4.210000 573.999998
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Swedbank A 3 -1.730000 569.700000 5.700000 1.010000 564.000000
Securitas B 6 -0.600000 575.280000 5.280000 0.930000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 0.120000 529.750000 -4.250000 -0.800000 533.999999
Beijer Electronics Group 26 -5.630000 2964.000000 -7.000000 -0.240000 2971.000006
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.480000 531.750000 -14.250000 -2.610000 546.000000
Nordea Bank Abp 29 -0.870000 3438.820000 -15.180000 -0.440000 3453.999992
Essity B 2 -3.930000 537.200000 -36.800000 -6.410000 574.000000
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Axfood 13 -2.650000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45946.300000 -942.270000 -2.64983% 46888.564618

Updated:¶

'2023-01-26 10:39:42.430947'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶